+24.8%
TMUS vs CART
+39.2%
-14.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +9.5% | +0.3% | +9.2% | +9.5% |
| 30D | +13.8% | +22.4% | -8.6% | +12.9% |
| 3M | -4.6% | +15.6% | -20.2% | -5.1% |
| 6M | -11.7% | +44.9% | -56.6% | -13.0% |
| YTD | -15.4% | +30.0% | -45.4% | -16.2% |
| 1Y | -16.1% | +56.6% | -72.8% | -17.8% |
| 3Y | +20.5% | +131.9% | -111.5% | +17.2% |
| All | +24.8% | +39.2% | -14.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling